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We propose a Dynamical Low-Rank Ensemble Kalman Filter (DLR-ENKF) for efficient joint state-parameter estimation in high-dimensional dynamical systems. The method extends the DLR-ENKF formulation of arXiv:2509.11210 to the augmented…

数值分析 · 数学 2026-02-09 Fabio Nobile , Sébastien Riffaud , Thomas Trigo Trindade

This work explores the capability of simulating complex fluid flows by directly solving the Boltzmann equation. Due to the high-dimensionality of the governing equation, the substantial computational cost of solving the Boltzmann equation…

流体动力学 · 物理学 2023-12-05 Tarik Dzanic , Luigi Martinelli

The high-order numerical solution of the non-linear shallow water equations (and of hyperbolic systems in general) is susceptible to unphysical Gibbs oscillations that form in the proximity of strong gradients. The solution to this problem…

The incompressible Euler equations are an important model system in computational fluid dynamics. Fast high-order methods for the solution of this time-dependent system of partial differential equations are of particular interest: due to…

数值分析 · 数学 2024-10-15 Eike Hermann Müller

We propose and study numerically the implicit approximation in time of the Navier-Stokes equations by a Galerkin-collocation method in time combined with inf-sup stable finite element methods in space. The conceptual basis of the…

数值分析 · 数学 2020-09-25 Mathias Anselmann , Markus Bause

The discontinuous Galerkin (DG) time-stepping method applied to abstract evolution equation of parabolic type is studied using a variational approach. We establish the inf-sup condition or Babu\v{s}ka--Brezzi condition for the DG bilinear…

数值分析 · 数学 2020-01-24 Norikazu Saito

Novel fully discrete schemes are developed to numerically approximate a semilinear stochastic wave equation driven by additive space-time white noise. Spectral Galerkin method is proposed for the spatial discretization, and exponential time…

数值分析 · 数学 2020-08-10 Xiaojie Wang , Siqing Gan , Jingtian Tang

Matrix differential Riccati equation (DRE) typically exhibits transient and steady-state phases, posing challenges for fixed-step time integration methods, which may lack accuracy during transients or oversample in steady regimes. In this…

数值分析 · 数学 2026-03-30 Jinyi Li , Dongping Li , Hua Yang

Cascaded or central-moment-based lattice Boltzmann method (CLBM) proposed in [Geier \textit{et al.}, Phys. Rev. E \textbf{63}, 066705 (2006)] possesses very good numerical stability. However, two constraints exist in three-dimensional (3D)…

计算物理 · 物理学 2018-05-30 Linlin Fei , Kai Hong Luo , Qing Li

We develop two new sets of stable, rank-adaptive Dynamically Orthogonal Runge-Kutta (DORK) schemes that capture the high-order curvature of the nonlinear low-rank manifold. The DORK schemes asymptotically approximate the truncated singular…

数值分析 · 数学 2023-08-08 Aaron Charous , Pierre F. J. Lermusiaux

Emerging 3D geometric foundation models, such as DUSt3R, offer a promising approach for in-the-wild 3D vision tasks. However, due to the high-dimensional nature of the problem space and scarcity of high-quality 3D data, these pre-trained…

计算机视觉与模式识别 · 计算机科学 2024-12-11 Ziqi Lu , Heng Yang , Danfei Xu , Boyi Li , Boris Ivanovic , Marco Pavone , Yue Wang

This paper presents a numerical framework for the low-rank approximation of the solution to three-dimensional parabolic problems. The key contribution of this work is the tensorization process based on a tensor-train reformulation of the…

数值分析 · 数学 2025-09-15 Gianmarco Manzini , Tommaso Sorgente

Dynamical low-rank approximation, as has been demonstrated recently, can be extremely efficient in solving kinetic equations. However, a major deficiency is that they do not preserve the structure of the underlying physical problem. For…

数值分析 · 数学 2023-04-26 Lukas Einkemmer , Alexander Ostermann , Carmen Scalone

A novel Lattice Boltzmann Method applicable to compressible fluid flows is developed. This method is based on replacing the governing equations by a relaxation system and the interpretation of the diagonal form of the relaxation system as a…

元胞自动机与格子气 · 物理学 2015-04-28 S. V. Raghurama Rao , Rohan Deshmukh , Sourabh Kotnala

We provide a mathematical framework for studying different versions of discontinuous Galerkin (DG) approaches for solving 2D Riemann-Liouville fractional elliptic problems on a finite domain. The boundedness and stability analysis of the…

数值分析 · 数学 2018-04-19 Tarek Aboelenen

Time-dependent basis reduced order models (TDB ROMs) have successfully been used for approximating the solution to nonlinear stochastic partial differential equations (PDEs). For many practical problems of interest, discretizing these PDEs…

数值分析 · 数学 2023-08-21 M. Donello , G. Palkar , M. H. Naderi , D. C. Del Rey Fernández , H. Babaee

The level set method is often used to capture interface behavior in two or three dimensions. In this paper, we present a combination of local discontinuous Galerkin (LDG) method and level set method for simulating Willmore flow. The LDG…

数值分析 · 数学 2016-03-15 Ruihan Guo , Francis Filbet

In this paper, a fully discrete local discontinuous Galerkin (LDG) finite element method is considered for solving the time-fractional KdV-Burgers-Kuramoto (KBK) equation. The scheme is based on a finite difference method in time and local…

数值分析 · 数学 2015-03-19 Leilei Wei , Yinnian He

We present a dynamic subspace approach for efficiently approximating large-scale systems by learning time-continuous trajectories on the Grassmannian manifold. By parameterizing a low-dimensional basis as a geodesic path, the method allows…

数值分析 · 数学 2026-05-26 Jack DeChant , Rudy Geelen , Shane A. McQuarrie , Johann Guilleminot

In this paper, we develop a three-dimensional multiple-relaxation-time lattice Boltzmann method (MRT-LBM) based on a set of non-orthogonal basis vectors. Compared with the classical MRT-LBM based on a set of orthogonal basis vectors, the…

流体动力学 · 物理学 2023-06-29 Linlin Fei , Jingyu Du , Kai H. Luo , Sauro Succi , Marco Lauricella , Andrea Montessori , Qian Wang
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